+84.2%
HST vs CMS
+35.4%
+48.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.5% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | +14.5% | +7.4% | +7.1% | +12.2% |
| 3M | +15.4% | +1.9% | +13.5% | +14.7% |
| 6M | +22.0% | -2.3% | +24.3% | +22.5% |
| YTD | +54.9% | +3.0% | +51.9% | +52.7% |
| 1Y | +54.0% | -2.8% | +56.7% | +54.5% |
| 3Y | +90.4% | +37.9% | +52.5% | +68.5% |
| 5Y | +84.2% | +34.0% | +50.3% | +60.5% |
| All | +84.2% | +35.4% | +48.9% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CMS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling